Well, in Oblivion, Pretty much the whole Oblivion MQ could have been executed better.
There should have been more than one Elder Scrolls Council member. It would have made everything so more urgent seeming if it felt like there was a governing body that was in chaos...not just one member, wandering around the Palace aimlessly.
I have to agree on those points.
Now, one thing I would like to see is more options in how to solve quests as a whole. One problem with the quests in Oblivion was that there was usually one one solution to them, and Morrowind wasn't much better in this respect. When you did get any sort of choice, it would rarely have any sort of real concequences. One example is the quest in the Imperial City where you're told to investigate a new store that sells items at outragiously low prices. As anyone who has completed this quest will know, the end result is that it turns out that the person owning the store was, unknowingly, selling items stolen from the dead. In the game, at the end, you were forced to kill the person behind this, what I would have liked to see was some alternatives to this. Maybe you could have been given the option to keep quiet about it in exchange for a part of the profits, or even help him with his grave robbing (Possibly leading to follow-up quests?)
There's also The quest in Cheydinhal where you must bring a corrupt guard captain who has been charging criminals outragious fines and using the money to his own ends to justice, now, this quest did in fact have options in it, you could choose to either find evidence to arrest the captain, or choose a slightly more direct solution by luring him into a trap so someone else can kill him, but as you can see, both choices involved bringing him to justice, the only difference was how you did it. Another option the game could have had was to allow you to actually help him, possibly making a deal with the guard captain to eliminate anyone who might expose his actions in exchange for a portion of the money from his corruption.
One might note that the alternate solutions I suggested for both quests involved less heroic solutions, things like betraying the original quest giver or making a deal with the villain. This is because in Oblivion, most quests seem to force you to take the heroic stance, many Dark Brotherhood quests are an exception, the Thieves Guild is a bit more gray in this regard, it really depends on whether stealing is considered always wrong no matter who you steal from, why, or what you do with the stolen items or if one regards the approach usually associated with characters like Robin Hood as heroic. As a whole, though, quests in Oblivion seemed to usually assume that the player is the heroic sort who risks his life to save others regardless of whether there's any promise of a reward or not. Which might be fine if that's the kind of character you want to play, but if you're trying to play someone who would just as soon stab you in the back and make off with anything valuable you have as help you, then you're options are much more limited. Other than that, most quests tend to end in combat no matter what you do, and I'm perfectly fine with combat in games, but combat isn't the only thing the Elder Scrolls can do, this is a game with skills like pursuasion, lockpicking, and sneaking, it can explore a lot of other potential solutions to problems that don't involve violence, so I would like to see more options for that. And I'm not saying that every problem should be possible to solve without fighting, after all, you're not going to reason with a boar or a bear, you're certainly not getting the horn off the unicorn's head without killing it first. But if the target of the quest is a reasonable person who you even get to speak to before fighting, there's really no reason why you shouldn't have the option to at least try to convince him to give up without a fight.
Also, I'd like to see the skills that a guild uses play a more important part in advancing in it, because someone who knows nothing about magic should not be able to easily advance in the Mages Guild, maybe if you had connections to important people, I could believe that your character might get into a high rank even without being the most competent person around, but your character generally does not have any pre-established relationships, the higher ranked members aren't likely to take much interest in you unless you've already shown promise. Morrowind did a better job than Oblivion in this respect, due to guilds having skill requirements, but other than an arbitrary number, there's really nothing keeping you from reaching the next. In Morrowind, rarely did the Mages Guild quests require you to actually be good at magic to complete them, I mean, you don't need to know anything about alchemy to recognize a mushroom when the game clearly labels it. Now the Fighters Guild quests required you to be able to kill enemies, but whether you did it with the actual skills the guild had on its list of requirements or with other means was entirely up to you, even the Thieves Guild often had this problem, while some tasks required you to steal items that were in areas where you could easily be spotted others involved stealing things that were well hidden from any place watched by an NPC, assuming you actually had to steal something at all. What I'd like to see is faction quests that actually require you to use the skills that faction requires to complete them, for example, some Mages Guild quests could require you to cast specific spells that would require a certain level of skill in a specific school, and using scrolls or enchantments as a substitute won't work. Thieves Guild quests should require, well, stealing. If the quests are well designed and challenging enough, the need for some skill at stealing would come naturally.